问一道题：NO.PZ2016082405000046 [ FRM II ]

问题如下图：

选项：

解释：

能解释下ABD三种netting的特点和不同吗？

添加评论

1 个答案

已采纳答案

orange品职答疑助手 · 2019年09月02日

同学你好，B选项的侧重点是close-out。A和D选项的意思是相同的，都是仅对payment的支付进行netting。Close-out和Netting的最大区别是，前者在对方违约时赋予另一方提前终止合同并结算的权利，后者仅仅指在结算时通过净额结算避免本方支付而对方不支付的风险。所以Netting主要应对的是settlement risk，结算前风险只能通过close-out条款应对。因此选B。

添加评论

1
回答
3
关注
526
浏览

我要回答关注问题

相关问题

Riggs Resources, LL(Riggs) is a commoty trang firm. Riggs hnumerous tras outstanng with severcounterparties; however, it is concernewith presettlement risk. In orr to represettlement risk (the risk thRiggs's counterparties woulfault before settlement), it woulmost beneficifor Riggs to: have payment netting. have close-out netting. analyze potentilosses the sum of exposures. have netting but not set-off. B To minimize presettlement risk, Riggs shoulhave close-out netting. Unr close-out, contracts between solvent aninsolvent counterparties are terminateannette Payment netting woulresettlement anoperationrisk, but not presettlement risk. Netting also means invipositive exposures are nonaitive. The terms netting anset¬off are synonymous. payment netting里面的payment 是指什么？netting but not set-off里面的 set-off是什么意思？

2020-08-02 18:59 1 · 回答

请问里“netting also means invipositive exposures are nonaitive” 是什么意思？

2019-05-07 14:35 1 · 回答

这些是哪里来的概念？包括后面一个题目里面的haircut rate?

2019-04-20 15:34 1 · 回答

这个题答案的几个名词基础班没有讲到吧，不太理解

2019-03-27 22:44 1 · 回答

问一道题：NO.PZ2016082405000046 [ FRM II ]

1 个答案

1

3

526

相关问题